+67.6%
SPY vs GD
+94.5%
-26.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | -2.7% | -5.0% | +2.3% | -0.9% |
| 30D | -5.4% | +8.9% | -14.3% | -8.4% |
| 3M | -4.1% | -8.0% | +4.0% | -1.3% |
| 6M | +0.7% | +2.9% | -2.2% | -1.0% |
| YTD | +8.7% | +7.1% | +1.6% | +4.5% |
| 1Y | +10.9% | +5.9% | +5.0% | +7.1% |
| 3Y | +75.0% | +53.9% | +21.1% | +40.1% |
| All | +67.6% | +94.5% | -26.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling